Utility maximization in incomplete markets in the presence of claims or random endowments
Carla Mereu
| Year of publication: |
2015
|
|---|---|
| Authors: | Mereu, Carla |
| Subject: | Investitionsentscheidung | Investment decision | Rationalität | Rationality | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Derivat | Derivative | Nutzenmaximierung | Utility maximization |
Druckausg. u.d.T.:
Mereu, Carla *1985-*. Utility maximization in incomplete markets in the presence of claims or random endowments, 2015. - XII, 128 S.
Druckausg. u.d.T.:
: Mereu, Carla: Utility maximization in incomplete markets in the presence of claims or random endowments
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